\ucd5c\uadfc \uba87 \ub144 \uac04 \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uc911\uc694\uc131\uc774 \uc99d\uac00\ud558\uba74\uc11c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc774 \uc778\uae30\ub97c \uc5bb\uace0 \uc788\uc2b5\ub2c8\ub2e4. \ubcf8 \uae00\uc5d0\uc11c\ub294 \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd \uc54c\uace0\ub9ac\uc998\uc744 \ud65c\uc6a9\ud55c \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc758 \uac1c\ubc1c \uacfc\uc815, \ud2b9\ud788 \ubaa8\ub378 \ud6c8\ub828\uacfc \ud3c9\uac00\uc5d0 \ub300\ud55c \uc790\uc138\ud55c \ub0b4\uc6a9\uc744 \ub2e4\ub8e8\uace0\uc790 \ud569\ub2c8\ub2e4.<\/p>\n
1. \uba38\uc2e0\ub7ec\ub2dd\uacfc \ub525\ub7ec\ub2dd\uc758 \uae30\ubcf8 \uac1c\ub150<\/h2>\n
\uba38\uc2e0\ub7ec\ub2dd\uc740 \ub370\uc774\ud130\uc5d0\uc11c \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \uae30\uc220\uc785\ub2c8\ub2e4. \ub525\ub7ec\ub2dd\uc740 \uba38\uc2e0\ub7ec\ub2dd\uc758 \ud55c \ubd84\uc57c\ub85c, \uc778\uacf5\uc2e0\uacbd\ub9dd\uc744 \uc0ac\uc6a9\ud558\uc5ec \ub354 \ubcf5\uc7a1\ud55c \ub370\uc774\ud130 \ud328\ud134\uc744 \ud559\uc2b5\ud569\ub2c8\ub2e4. \ub450 \uae30\uc220 \ubaa8\ub450 \uae08\uc735 \ub370\uc774\ud130, \ud2b9\ud788 \uc8fc\uac00 \uc608\uce21, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529 \uc2dc\uc2a4\ud15c\uc5d0\uc11c \uc720\uc6a9\ud558\uac8c \uc0ac\uc6a9\ub420 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
2. \ub370\uc774\ud130 \uc218\uc9d1\uacfc \uc804\ucc98\ub9ac<\/h2>\n
\ubaa8\ub378 \ud6c8\ub828\uc744 \uc704\ud55c \ub370\uc774\ud130\ub294 \ub9e4\uc6b0 \uc911\uc694\ud569\ub2c8\ub2e4. \ub370\uc774\ud130 \uc218\uc9d1 \ub2e8\uacc4\uc5d0\uc11c \ud544\uc694\ud55c \ub2e4\uc591\ud55c \ub370\uc774\ud130 \uc18c\uc2a4\uc640 API\ub97c \ud65c\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, Yahoo Finance, Alpha Vantage, \uadf8\ub9ac\uace0 Quandl\uacfc \uac19\uc740 \uae08\uc735 \ub370\uc774\ud130 \uc81c\uacf5 \uc11c\ube44\uc2a4\ub97c \uc0ac\uc6a9\ud558\uc5ec \uc8fc\uac00 \ubc0f \uac70\ub798 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
2.1 \ub370\uc774\ud130 \uc18c\uc2a4 \uc608\uc2dc<\/h3>\n\n- Yahoo Finance API<\/li>\n
- Alpha Vantage API<\/li>\n
- Quandl \ub370\uc774\ud130\ubca0\uc774\uc2a4<\/li>\n<\/ul>\n
2.2 \ub370\uc774\ud130 \uc804\ucc98\ub9ac \uacfc\uc815<\/h3>\n
\uc218\uc9d1\ud55c \ub370\uc774\ud130\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \uc815\uc81c\uc640 \ubcc0\ud658 \uc791\uc5c5\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \ub370\uc774\ud130 \uc804\ucc98\ub9ac\uc758 \uc8fc\uc694 \ub2e8\uacc4\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
\n- \uacb0\uce21\uce58 \ucc98\ub9ac: \uacb0\uce21\uce58\ub97c \uc81c\uac70\ud558\uac70\ub098 \uc801\uc808\ud55c \uac12\uc73c\ub85c \ub300\uccb4\ud569\ub2c8\ub2e4.<\/li>\n
- \uc815\uaddc\ud654: \ub2e4\uc591\ud55c \uc2a4\ucf00\uc77c\uc758 \ub370\uc774\ud130\ub97c \uac19\uc740 \ubc94\uc704\ub85c \ubcc0\ud658\ud558\uc5ec \ud559\uc2b5 \uacfc\uc815\uc5d0 \ub3c4\uc6c0\uc744 \uc90d\ub2c8\ub2e4.<\/li>\n
- \ud53c\uccd0 \uc0dd\uc131: \uc608\uce21\uc5d0 \ub3c4\uc6c0\uc774 \ub420 \uc218 \uc788\ub294 \uc0c8\ub85c\uc6b4 \ubcc0\uc218\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n
3. \ubaa8\ub378 \uc120\ud0dd<\/h2>\n
\ubaa8\ub378 \uc120\ud0dd\uc740 \uc131\uacfc\uc5d0 \ud070 \uc601\ud5a5\uc744 \ubbf8\uce69\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uc790\uc8fc \uc0ac\uc6a9\ub418\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
\n- \uc120\ud615\ud68c\uadc0 (Linear Regression)<\/li>\n
- \uacb0\uc815\ud2b8\ub9ac (Decision Tree)<\/li>\n
- \ub79c\ub364\ud3ec\ub808\uc2a4\ud2b8 (Random Forest)<\/li>\n
- \uc11c\ud3ec\ud2b8 \ubca1\ud130 \uba38\uc2e0 (Support Vector Machine)<\/li>\n
- \uc2ec\uce35 \uc2e0\uacbd\ub9dd (Deep Neural Networks)<\/li>\n<\/ul>\n
3.1 \ubaa8\ub378 \ube44\uad50<\/h3>\n
\ub2e4\uc591\ud55c \ubaa8\ub378\uc744 \ube44\uad50\ud558\uc5ec \ucd5c\uc801\uc758 \uc131\uacfc\ub97c \ub0b4\ub294 \ubaa8\ub378\uc744 \ucc3e\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c\ub294 \uc870\uae30 \uc885\ub8cc\uc640 \uac19\uc740 \ubc29\ubc95\uc744 \ud1b5\ud574 \uacfc\uc801\ud569\uc744 \ubc29\uc9c0\ud558\uace0, \uac80\uc99d \ub370\uc774\ud130\uc14b\uc744 \ud1b5\ud574 \uc131\ub2a5\uc744 \ud3c9\uac00\ud569\ub2c8\ub2e4.<\/p>\n
4. \ubaa8\ub378 \ud6c8\ub828<\/h2>\n
\ubaa8\ub378 \ud6c8\ub828\uc740 \ub370\uc774\ud130\uc640 \uc54c\uace0\ub9ac\uc998\uc758 \uc0c1\ud638\uc791\uc6a9\uc744 \ud1b5\ud574 \ud559\uc2b5\uc744 \uc774\ub8e8\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc778 \ud6c8\ub828 \uacfc\uc815\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
\n- \ud6c8\ub828 \ub370\uc774\ud130\uc14b\uacfc \uac80\uc99d \ub370\uc774\ud130\uc14b\uc73c\ub85c \ub098\ub204\uae30<\/li>\n
- \ubaa8\ub378 \ud559\uc2b5: \uc190\uc2e4 \ud568\uc218\ub97c \ucd5c\uc18c\ud654\ud558\ub3c4\ub85d \ud30c\ub77c\ubbf8\ud130\ub97c \uc5c5\ub370\uc774\ud2b8<\/li>\n
- \ubaa8\ub378 \uac80\uc99d: \uac80\uc99d \ub370\uc774\ud130\uc14b\uc744 \uc774\uc6a9\ud574 \ubaa8\ub378 \uc131\ub2a5\uc744 \ud3c9\uac00<\/li>\n<\/ul>\n
4.1 \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd<\/h3>\n
\ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd\uc740 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uadf9\ub300\ud654\ud558\ub294 \uc911\uc694\ud55c \ub2e8\uacc4\uc785\ub2c8\ub2e4. \uc774\ub97c \uc704\ud574 \uadf8\ub9ac\ub4dc \uc11c\uce58, \ub79c\ub364 \uc11c\uce58 \ub4f1 \ub2e4\uc591\ud55c \ubc29\ubc95\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uc2e0\uacbd\ub9dd\uc758 \uacbd\uc6b0\uc5d0\ub294 \ub808\uc774\uc5b4\uc758 \uc218, \uac01 \ub808\uc774\uc5b4\uc758 \ub274\ub7f0 \uc218, \ud559\uc2b5\ub960 \ub4f1\uc744 \uc870\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
5. \ubaa8\ub378 \ud3c9\uac00<\/h2>\n
\ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \uc77c\ubc18\uc801\uc73c\ub85c \uc0ac\uc6a9\ub418\ub294 \uc9c0\ud45c\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
\n- \uc815\ud655\ub3c4 (Accuracy)<\/li>\n
- \uc815\ubc00\ub3c4 (Precision)<\/li>\n
- \uc7ac\ud604\uc728 (Recall)<\/li>\n
- F1 \uc810\uc218 (F1 Score)<\/li>\n
- AUC-ROC<\/li>\n<\/ul>\n
5.1 \uc131\ub2a5 \ud3c9\uac00 \uae30\uc900<\/h3>\n
\ubaa8\ub378\uc758 \uc815\ub7c9\uc801 \uc131\ub2a5\uc740 \uc704 \uc9c0\ud45c\ub97c \ud1b5\ud574 \uce21\uc815\ub418\uc9c0\ub9cc, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \ucd94\uac00\uc801\uc778 \uace0\ub824 \uc694\uc18c\uac00 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uac70\ub798 \ube44\uc6a9\uacfc \uc2ac\ub9ac\ud53c\uc9c0(slippage)\ub97c \uace0\ub824\ud574\uc57c \ud558\uba70, \uac01 \uc804\ub7b5\uc5d0 \ub300\ud55c \uc0e4\ud504 \ube44\uc728(Sharpe Ratio)\uacfc \uac19\uc740 \uc704\ud5d8 \uc870\uc815 \uc131\uacfc \uc9c0\ud45c\ub3c4 \uc0ac\uc6a9\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n
6. \uc2e4\uc81c \uac70\ub798 \uc2dc\uc2a4\ud15c \uad6c\ucd95<\/h2>\n
\ud6c8\ub828\ub41c \ubaa8\ub378\uc744 \uc2e4\uc81c \uac70\ub798\uc5d0 \uc801\uc6a9\ud558\uae30 \uc704\ud574\uc11c\ub294 \ucd94\uac00\uc801\uc778 \uace0\ub824\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. \ub2e4\uc74c\uacfc \uac19\uc740 \ub2e8\uacc4\ub97c \ud1b5\ud574 \uac70\ub798 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n
\n- \uc2e0\ud638 \uc0dd\uc131: \ubaa8\ub378\uc758 \uc608\uce21 \uacb0\uacfc\ub97c \uae30\ubc18\uc73c\ub85c \ub9e4\uc218\/\ub9e4\ub3c4 \uc2e0\ud638 \uc0dd\uc131<\/li>\n
- \uc704\ud5d8 \uad00\ub9ac: \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc758 \uc704\ud5d8\uc744 \ucd5c\uc18c\ud654\ud558\uae30 \uc704\ud55c \uc804\ub7b5 \uad6c\ucd95<\/li>\n
- \ubaa8\ub2c8\ud130\ub9c1 \ubc0f \uac1c\uc120: \uc2dc\uc7a5 \ubcc0\ud654\uc5d0 \ub530\ub77c \uc9c0\uc18d\uc801\uc73c\ub85c \ubaa8\ub378 \uc131\ub2a5\uc744 \ubaa8\ub2c8\ud130\ub9c1\ud558\uace0 \uac1c\uc120<\/li>\n<\/ul>\n
6.1 \uc2e0\ud638 \uc0dd\uc131 \uc608\uc2dc<\/h3>\n
\uc608\ub97c \ub4e4\uc5b4, \ud2b9\uc815 \uc8fc\uc2dd\uc758 \uac00\uaca9\uc774 \uc608\uce21\ub41c \uac00\uaca9 \uc774\uc0c1\uc73c\ub85c \uc0c1\uc2b9\ud560 \uac83\uc774\ub77c\uba74 \ub9e4\uc218 \uc2e0\ud638\ub97c, \ud558\ub77d\ud560 \uac83\uc774\ub77c\uba74 \ub9e4\ub3c4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\ub294 \ubc29\uc2dd\uc785\ub2c8\ub2e4.<\/p>\n
7. \uacb0\ub860<\/h2>\n
\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ubcf5\uc7a1\ud558\uc9c0\ub9cc, \ub370\uc774\ud130\uc758 \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21 \uc131\ub2a5\uc744 \uadf9\ub300\ud654\ud558\ub294 \ub9e4\ub825\uc801\uc778 \ubd84\uc57c\uc785\ub2c8\ub2e4. \ubcf8 \uae30\uc0ac\uc5d0\uc11c \ub2e4\ub8ec \ub370\uc774\ud130 \uc218\uc9d1, \uc804\ucc98\ub9ac, \ubaa8\ub378 \uc120\ud0dd, \ud6c8\ub828 \ubc0f \ud3c9\uac00\uc640 \uac19\uc740 \uacfc\uc815\uc744 \ud65c\uc6a9\ud558\uba74 \uc131\uacf5\uc801\uc778 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac1c\ubc1c\ud560 \uc218 \uc788\uc744 \uac83\uc785\ub2c8\ub2e4.<\/p>\n
8. \ucc38\uace0 \uc790\ub8cc<\/h2>\n
2.2 \ub370\uc774\ud130 \uc804\ucc98\ub9ac \uacfc\uc815<\/h3>\n
\uc218\uc9d1\ud55c \ub370\uc774\ud130\ub294 \uc77c\ubc18\uc801\uc73c\ub85c \uc815\uc81c\uc640 \ubcc0\ud658 \uc791\uc5c5\uc774 \ud544\uc694\ud569\ub2c8\ub2e4. \ub370\uc774\ud130 \uc804\ucc98\ub9ac\uc758 \uc8fc\uc694 \ub2e8\uacc4\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
- \n
- \uacb0\uce21\uce58 \ucc98\ub9ac: \uacb0\uce21\uce58\ub97c \uc81c\uac70\ud558\uac70\ub098 \uc801\uc808\ud55c \uac12\uc73c\ub85c \ub300\uccb4\ud569\ub2c8\ub2e4.<\/li>\n
- \uc815\uaddc\ud654: \ub2e4\uc591\ud55c \uc2a4\ucf00\uc77c\uc758 \ub370\uc774\ud130\ub97c \uac19\uc740 \ubc94\uc704\ub85c \ubcc0\ud658\ud558\uc5ec \ud559\uc2b5 \uacfc\uc815\uc5d0 \ub3c4\uc6c0\uc744 \uc90d\ub2c8\ub2e4.<\/li>\n
- \ud53c\uccd0 \uc0dd\uc131: \uc608\uce21\uc5d0 \ub3c4\uc6c0\uc774 \ub420 \uc218 \uc788\ub294 \uc0c8\ub85c\uc6b4 \ubcc0\uc218\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4.<\/li>\n<\/ul>\n
3. \ubaa8\ub378 \uc120\ud0dd<\/h2>\n
\ubaa8\ub378 \uc120\ud0dd\uc740 \uc131\uacfc\uc5d0 \ud070 \uc601\ud5a5\uc744 \ubbf8\uce69\ub2c8\ub2e4. \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c \uc790\uc8fc \uc0ac\uc6a9\ub418\ub294 \uba38\uc2e0\ub7ec\ub2dd \ubaa8\ub378\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
- \n
- \uc120\ud615\ud68c\uadc0 (Linear Regression)<\/li>\n
- \uacb0\uc815\ud2b8\ub9ac (Decision Tree)<\/li>\n
- \ub79c\ub364\ud3ec\ub808\uc2a4\ud2b8 (Random Forest)<\/li>\n
- \uc11c\ud3ec\ud2b8 \ubca1\ud130 \uba38\uc2e0 (Support Vector Machine)<\/li>\n
- \uc2ec\uce35 \uc2e0\uacbd\ub9dd (Deep Neural Networks)<\/li>\n<\/ul>\n
3.1 \ubaa8\ub378 \ube44\uad50<\/h3>\n
\ub2e4\uc591\ud55c \ubaa8\ub378\uc744 \ube44\uad50\ud558\uc5ec \ucd5c\uc801\uc758 \uc131\uacfc\ub97c \ub0b4\ub294 \ubaa8\ub378\uc744 \ucc3e\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc73c\ub85c\ub294 \uc870\uae30 \uc885\ub8cc\uc640 \uac19\uc740 \ubc29\ubc95\uc744 \ud1b5\ud574 \uacfc\uc801\ud569\uc744 \ubc29\uc9c0\ud558\uace0, \uac80\uc99d \ub370\uc774\ud130\uc14b\uc744 \ud1b5\ud574 \uc131\ub2a5\uc744 \ud3c9\uac00\ud569\ub2c8\ub2e4.<\/p>\n
4. \ubaa8\ub378 \ud6c8\ub828<\/h2>\n
\ubaa8\ub378 \ud6c8\ub828\uc740 \ub370\uc774\ud130\uc640 \uc54c\uace0\ub9ac\uc998\uc758 \uc0c1\ud638\uc791\uc6a9\uc744 \ud1b5\ud574 \ud559\uc2b5\uc744 \uc774\ub8e8\ub294 \uacfc\uc815\uc785\ub2c8\ub2e4. \uc77c\ubc18\uc801\uc778 \ud6c8\ub828 \uacfc\uc815\uc740 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
- \n
- \ud6c8\ub828 \ub370\uc774\ud130\uc14b\uacfc \uac80\uc99d \ub370\uc774\ud130\uc14b\uc73c\ub85c \ub098\ub204\uae30<\/li>\n
- \ubaa8\ub378 \ud559\uc2b5: \uc190\uc2e4 \ud568\uc218\ub97c \ucd5c\uc18c\ud654\ud558\ub3c4\ub85d \ud30c\ub77c\ubbf8\ud130\ub97c \uc5c5\ub370\uc774\ud2b8<\/li>\n
- \ubaa8\ub378 \uac80\uc99d: \uac80\uc99d \ub370\uc774\ud130\uc14b\uc744 \uc774\uc6a9\ud574 \ubaa8\ub378 \uc131\ub2a5\uc744 \ud3c9\uac00<\/li>\n<\/ul>\n
4.1 \ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd<\/h3>\n
\ud558\uc774\ud37c\ud30c\ub77c\ubbf8\ud130 \ud29c\ub2dd\uc740 \ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \uadf9\ub300\ud654\ud558\ub294 \uc911\uc694\ud55c \ub2e8\uacc4\uc785\ub2c8\ub2e4. \uc774\ub97c \uc704\ud574 \uadf8\ub9ac\ub4dc \uc11c\uce58, \ub79c\ub364 \uc11c\uce58 \ub4f1 \ub2e4\uc591\ud55c \ubc29\ubc95\uc744 \uc0ac\uc6a9\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uc2e0\uacbd\ub9dd\uc758 \uacbd\uc6b0\uc5d0\ub294 \ub808\uc774\uc5b4\uc758 \uc218, \uac01 \ub808\uc774\uc5b4\uc758 \ub274\ub7f0 \uc218, \ud559\uc2b5\ub960 \ub4f1\uc744 \uc870\uc815\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.<\/p>\n
5. \ubaa8\ub378 \ud3c9\uac00<\/h2>\n
\ubaa8\ub378\uc758 \uc131\ub2a5\uc744 \ud3c9\uac00\ud558\uae30 \uc704\ud574 \uc77c\ubc18\uc801\uc73c\ub85c \uc0ac\uc6a9\ub418\ub294 \uc9c0\ud45c\ub294 \ub2e4\uc74c\uacfc \uac19\uc2b5\ub2c8\ub2e4:<\/p>\n
- \n
- \uc815\ud655\ub3c4 (Accuracy)<\/li>\n
- \uc815\ubc00\ub3c4 (Precision)<\/li>\n
- \uc7ac\ud604\uc728 (Recall)<\/li>\n
- F1 \uc810\uc218 (F1 Score)<\/li>\n
- AUC-ROC<\/li>\n<\/ul>\n
5.1 \uc131\ub2a5 \ud3c9\uac00 \uae30\uc900<\/h3>\n
\ubaa8\ub378\uc758 \uc815\ub7c9\uc801 \uc131\ub2a5\uc740 \uc704 \uc9c0\ud45c\ub97c \ud1b5\ud574 \uce21\uc815\ub418\uc9c0\ub9cc, \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc5d0\uc11c\ub294 \ucd94\uac00\uc801\uc778 \uace0\ub824 \uc694\uc18c\uac00 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \uac70\ub798 \ube44\uc6a9\uacfc \uc2ac\ub9ac\ud53c\uc9c0(slippage)\ub97c \uace0\ub824\ud574\uc57c \ud558\uba70, \uac01 \uc804\ub7b5\uc5d0 \ub300\ud55c \uc0e4\ud504 \ube44\uc728(Sharpe Ratio)\uacfc \uac19\uc740 \uc704\ud5d8 \uc870\uc815 \uc131\uacfc \uc9c0\ud45c\ub3c4 \uc0ac\uc6a9\ud574\uc57c \ud569\ub2c8\ub2e4.<\/p>\n
6. \uc2e4\uc81c \uac70\ub798 \uc2dc\uc2a4\ud15c \uad6c\ucd95<\/h2>\n
\ud6c8\ub828\ub41c \ubaa8\ub378\uc744 \uc2e4\uc81c \uac70\ub798\uc5d0 \uc801\uc6a9\ud558\uae30 \uc704\ud574\uc11c\ub294 \ucd94\uac00\uc801\uc778 \uace0\ub824\uac00 \ud544\uc694\ud569\ub2c8\ub2e4. \ub2e4\uc74c\uacfc \uac19\uc740 \ub2e8\uacc4\ub97c \ud1b5\ud574 \uac70\ub798 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n
- \n
- \uc2e0\ud638 \uc0dd\uc131: \ubaa8\ub378\uc758 \uc608\uce21 \uacb0\uacfc\ub97c \uae30\ubc18\uc73c\ub85c \ub9e4\uc218\/\ub9e4\ub3c4 \uc2e0\ud638 \uc0dd\uc131<\/li>\n
- \uc704\ud5d8 \uad00\ub9ac: \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc758 \uc704\ud5d8\uc744 \ucd5c\uc18c\ud654\ud558\uae30 \uc704\ud55c \uc804\ub7b5 \uad6c\ucd95<\/li>\n
- \ubaa8\ub2c8\ud130\ub9c1 \ubc0f \uac1c\uc120: \uc2dc\uc7a5 \ubcc0\ud654\uc5d0 \ub530\ub77c \uc9c0\uc18d\uc801\uc73c\ub85c \ubaa8\ub378 \uc131\ub2a5\uc744 \ubaa8\ub2c8\ud130\ub9c1\ud558\uace0 \uac1c\uc120<\/li>\n<\/ul>\n
6.1 \uc2e0\ud638 \uc0dd\uc131 \uc608\uc2dc<\/h3>\n
\uc608\ub97c \ub4e4\uc5b4, \ud2b9\uc815 \uc8fc\uc2dd\uc758 \uac00\uaca9\uc774 \uc608\uce21\ub41c \uac00\uaca9 \uc774\uc0c1\uc73c\ub85c \uc0c1\uc2b9\ud560 \uac83\uc774\ub77c\uba74 \ub9e4\uc218 \uc2e0\ud638\ub97c, \ud558\ub77d\ud560 \uac83\uc774\ub77c\uba74 \ub9e4\ub3c4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud558\ub294 \ubc29\uc2dd\uc785\ub2c8\ub2e4.<\/p>\n
7. \uacb0\ub860<\/h2>\n
\uba38\uc2e0\ub7ec\ub2dd \ubc0f \ub525\ub7ec\ub2dd\uc744 \ud65c\uc6a9\ud55c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc740 \ubcf5\uc7a1\ud558\uc9c0\ub9cc, \ub370\uc774\ud130\uc758 \ud328\ud134\uc744 \ud559\uc2b5\ud558\uace0 \uc608\uce21 \uc131\ub2a5\uc744 \uadf9\ub300\ud654\ud558\ub294 \ub9e4\ub825\uc801\uc778 \ubd84\uc57c\uc785\ub2c8\ub2e4. \ubcf8 \uae30\uc0ac\uc5d0\uc11c \ub2e4\ub8ec \ub370\uc774\ud130 \uc218\uc9d1, \uc804\ucc98\ub9ac, \ubaa8\ub378 \uc120\ud0dd, \ud6c8\ub828 \ubc0f \ud3c9\uac00\uc640 \uac19\uc740 \uacfc\uc815\uc744 \ud65c\uc6a9\ud558\uba74 \uc131\uacf5\uc801\uc778 \ud2b8\ub808\uc774\ub529 \uc804\ub7b5\uc744 \uac1c\ubc1c\ud560 \uc218 \uc788\uc744 \uac83\uc785\ub2c8\ub2e4.<\/p>\n
8. \ucc38\uace0 \uc790\ub8cc<\/h2>\n